Rainer Dahlhaus

University of Heidelberg

SCHOLARLY PAPERS

2

DOWNLOADS

2

CITATIONS

0

Scholarly Papers (2)

1.

Frequency and Phase Estimation in Time Series with Quasi Periodic Components

Journal of Time Series Analysis, Vol. 33, Issue 1, pp. 13-31, 2012
Number of pages: 19 Posted: 28 Dec 2011
Konstantinos Paraschakis and Rainer Dahlhaus
affiliation not provided to SSRN and University of Heidelberg
Downloads 2 (527,756)

Abstract:

Frequency estimation, phase estimation, asymptotic normality, non‐stationary time series

2.

Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions

Journal of Time Series Analysis, Vol. 38, Issue 2, pp. 225-242, 2017
Number of pages: 18 Posted: 08 Feb 2017
Michael Eichler, Rainer Dahlhaus and Johannes Dueck
Maastricht University, University of Heidelberg and University of Heidelberg
Downloads 0 (548,832)

Abstract:

Hawkes process, Granger causality, graphical model, mutually exciting process, nonparametric estimation